Background Therapeutic advances have improved survival after hematological cancers. In turn, patients may be at increased risk of thromboembolic and bleeding events. Objectives To examine the risks of myocardial infarction (MI), ischemic stroke, venous thromboembolism (VTE), and bleeding requiring hospital contact in patients with hematological cancers. Methods We conducted a Danish population‐based cohort study (2000‐2013). We identified all adult hematological cancer patients and sampled a general population comparison cohort in a 1:5 ratio matched by age, sex, previous thromboembolic events, bleeding, and solid cancer. Ten‐year absolute risks of thromboembolism and bleeding were calculated and hazard ratios (HRs) were computed, controlling for matching factors. Results Among 32 141 hematological cancer patients, the 10‐year absolute risk of any thromboembolic or bleeding complication following hematological cancer was 19%: 3.3% for MI, 3.5% for ischemic stroke, 5.2% for VTE, and 8.5% for bleeding. Except among patients with myeloid leukemia, acute lymphoid leukemia, or myelodysplastic syndrome, the risk of thromboembolic events surpassed that of bleeding. The hematological cancer cohort overall was at increased risk for MI HR = 1.36, 95% confidence interval (CI): 1.25‐1.49, ischemic stroke (HR = 1.22, 95% CI: 1.12‐1.33), VTE (HR = 3.37, 95% CI: 3.13‐3.64), and bleeding (HR = 2.39, 95% CI: 2.26‐2.53) compared with the general population. Conclusions Approximately 2 of 10 hematological cancer patients experienced MI, ischemic stroke, VTE, or bleeding requiring hospital contact within 10 years. The hematological cancer cohort had higher hazards of MI, ischemic stroke, VTE, and bleeding requiring hospital contact than a general population comparison cohort.